Refactor Framework Statistics (#7041)

* Refactor framework statistics

* Further insight chart cleanup
This commit is contained in:
Martin-Molinero
2023-03-03 19:40:29 -03:00
committed by GitHub
parent 38f5a9c60c
commit c4433098c3
374 changed files with 48 additions and 5082 deletions
@@ -153,10 +153,6 @@ namespace QuantConnect.Algorithm.CSharp
{"Total Fees", "$0.00"},
{"Estimated Strategy Capacity", "$0"},
{"Lowest Capacity Asset", "NWSA.CustomDataUsingMapping T3MO1488O0H0"},
{"Fitness Score", "0.127"},
{"Kelly Criterion Estimate", "0"},
{"Kelly Criterion Probability Value", "0"},
{"Sortino Ratio", "79228162514264337593543950335"},
{"Return Over Maximum Drawdown", "-9.481"},
{"Portfolio Turnover", "0.249"},
{"Total Insights Generated", "0"},
@@ -165,13 +161,6 @@ namespace QuantConnect.Algorithm.CSharp
{"Long Insight Count", "0"},
{"Short Insight Count", "0"},
{"Long/Short Ratio", "100%"},
{"Estimated Monthly Alpha Value", "$0"},
{"Total Accumulated Estimated Alpha Value", "$0"},
{"Mean Population Estimated Insight Value", "$0"},
{"Mean Population Direction", "0%"},
{"Mean Population Magnitude", "0%"},
{"Rolling Averaged Population Direction", "0%"},
{"Rolling Averaged Population Magnitude", "0%"},
{"OrderListHash", "d4cf2839e74df7fa436e30f44be4cb57"}
};